What are Crypto Currencies?
Chance, risk and research opportunities.
by Professor Wolfgang Karl Härdle
Ladislaus von Bortkieviecz Chair Professor of Statistics,
Humboldt-Universität zu Berlin
SYNOPSIS
Data is value - no doubt about that. But why do Cryptocurrencies (CCs) polarize in such a harsh way and thus what is the reason for the rise of interest in them?
We will take a look at the basic principles and mechanisms which make CCs work and discuss about past and current developments within the CC community.
By using CRIX data, the Cryptocurrency IndeX, we can provide expressive visualizations to show some of the remarkable differences in regards to traditional assets, as well as amongst CCs themselves.
We provide an overview of possible research areas, which may well benefit from the very recent preliminary work done.
Not only can this lead to a new golden age for modern Econometrics as now 24/7 data is available for use, but also other well different disciplines have the possibility to form synergies and do research on the problems which lay ahead of us when talking about CC markets as also the CC constructions themselves are well interconnected to other networks.
ABOUT THE SPEAKER
Professor Wolfgang Karl Härdle
Ladislaus von Bortkieviecz Chair Professor of Statistics, Humboldt-Universität zu Berlin
Wolfgang Karl HÄRDLE did his Dr. rer. nat. in Mathematics at Universität Heidelberg in 1982 and his Habilitation at Universität Bonn in 1988. He is Ladislaus von Bortkieviecz chair professor of statistics, Humboldt-Universität zu Berlin. He is director of the Sino German International Research Training Group IRTG1792 „High dimensional non stationary time series analysis“ (WISE, Xiamen University).
His research focuses on dimension reduction techniques, computational statistics and quantitative finance. He has published over 30 books and more than 300 papers in top statistical, econometrics and finance journals. He is highly ranked and cited on Google Scholar, REPEC and SSRN.
He has professional experience in financial engineering, smart data analytics, machine learning and cryptocurrency markets. He has created a financial risk meter FRM hu.berlin/frm and a cryptocurrency index CRIX hu.berlin/crix. His web page is: hu.berlin/wkh
Details
| Date |
Thursday, 22 February 2018 |
| Time |
3:30pm - 5:00pm |
| Venue |
Singapore Management University
Administration Building, Level 6
Function Room 6.1
81 Victoria Street, Singapore 188065
(Click here for map) (Building #1)
|
| Register |
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